Should I contact Cigna to ask for something in writing to have it on record?

Cigna was re-reviewing my claim a couple of months ago. I was told that a specific department that figures out what degree of disability a person actually has was at that time reviewing my claim, but the person I spoke with told me to plan on my claim not being approved anyway; I guess meaning that this last check by the given department was more a formality that anything else. To date, I have not, to the best of my knowledge, received anything in the mail, in writing, as to the final status of my re-reviewed claim. Am I to assume that when I was told on the phone that in all probability my claim would be denied a second time, I should consider that sufficient notification as to the final status of my re-reviewed claim, or should I have received something definite, in writing, as to the final outcome of the re-review of my disability? Please advise if I should contact Cigna and ask for something in writing just to have it on the record.